He keeps it locked away in a safe. Flash back to 1997 and Mark Wahlberg playing the role of a porn star in Boogie Nights. His character Dirk Diggler certainly made the part work when he was fitted with a massive prosthetic ding dong. Wahlberg told Ellen recently that he's still got the dong and it's locked away in his safe so that his kids didn't accidentally find it when looking for a phone charger!
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